ECBOT 30 Year Treasury Bond Future March 2015
| Trading Metrics calculated at close of trading on 06-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2015 |
06-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
145-18 |
146-29 |
1-11 |
0.9% |
143-11 |
| High |
147-06 |
149-08 |
2-02 |
1.4% |
145-30 |
| Low |
145-13 |
146-28 |
1-15 |
1.0% |
143-07 |
| Close |
146-31 |
148-05 |
1-06 |
0.8% |
145-16 |
| Range |
1-25 |
2-12 |
0-19 |
33.3% |
2-23 |
| ATR |
1-07 |
1-10 |
0-03 |
6.7% |
0-00 |
| Volume |
304,108 |
576,430 |
272,322 |
89.5% |
612,103 |
|
| Daily Pivots for day following 06-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-07 |
154-02 |
149-15 |
|
| R3 |
152-27 |
151-22 |
148-26 |
|
| R2 |
150-15 |
150-15 |
148-19 |
|
| R1 |
149-10 |
149-10 |
148-12 |
149-28 |
| PP |
148-03 |
148-03 |
148-03 |
148-12 |
| S1 |
146-30 |
146-30 |
147-30 |
147-16 |
| S2 |
145-23 |
145-23 |
147-23 |
|
| S3 |
143-11 |
144-18 |
147-16 |
|
| S4 |
140-31 |
142-06 |
146-27 |
|
|
| Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-01 |
152-00 |
147-00 |
|
| R3 |
150-10 |
149-09 |
146-08 |
|
| R2 |
147-19 |
147-19 |
146-00 |
|
| R1 |
146-18 |
146-18 |
145-24 |
147-02 |
| PP |
144-28 |
144-28 |
144-28 |
145-05 |
| S1 |
143-27 |
143-27 |
145-08 |
144-12 |
| S2 |
142-05 |
142-05 |
145-00 |
|
| S3 |
139-14 |
141-04 |
144-24 |
|
| S4 |
136-23 |
138-13 |
144-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
149-08 |
143-29 |
5-11 |
3.6% |
1-16 |
1.0% |
80% |
True |
False |
272,919 |
| 10 |
149-08 |
142-11 |
6-29 |
4.7% |
1-09 |
0.9% |
84% |
True |
False |
195,142 |
| 20 |
149-08 |
140-30 |
8-10 |
5.6% |
1-12 |
0.9% |
87% |
True |
False |
292,721 |
| 40 |
149-08 |
138-28 |
10-12 |
7.0% |
1-05 |
0.8% |
89% |
True |
False |
227,703 |
| 60 |
149-08 |
138-28 |
10-12 |
7.0% |
1-05 |
0.8% |
89% |
True |
False |
151,986 |
| 80 |
149-08 |
134-00 |
15-08 |
10.3% |
1-01 |
0.7% |
93% |
True |
False |
113,996 |
| 100 |
149-08 |
134-00 |
15-08 |
10.3% |
0-27 |
0.6% |
93% |
True |
False |
91,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-11 |
|
2.618 |
155-15 |
|
1.618 |
153-03 |
|
1.000 |
151-20 |
|
0.618 |
150-23 |
|
HIGH |
149-08 |
|
0.618 |
148-11 |
|
0.500 |
148-02 |
|
0.382 |
147-25 |
|
LOW |
146-28 |
|
0.618 |
145-13 |
|
1.000 |
144-16 |
|
1.618 |
143-01 |
|
2.618 |
140-21 |
|
4.250 |
136-25 |
|
|
| Fisher Pivots for day following 06-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
148-04 |
147-20 |
| PP |
148-03 |
147-04 |
| S1 |
148-02 |
146-20 |
|